Индикатор корреляции

Settings=
{
    Name = "Correl",
    tag = "rts",
    period = 10,
    value_type = "C",
    line = 
    {
        {
            Name = "MA",
            Color = RGB(255, 0, 0),
            Type = TYPE_LINE,
            Width = 1
        }
    }
}
 
function dValue(i,param)
    local v = param or "C"
    
    if         v == "O" then 
                return O(i)
    elseif     v == "H" then
                return H(i)
    elseif     v == "L" then
                return L(i)
    elseif     v == "C" then
                return C(i)
    elseif     v == "V" then
                return V(i)
    elseif     v == "M" then
                return (H(i) + L(i))/2
    elseif     v == "T" then
                return (H(i) + L(i)+C(i))/3
    elseif     v == "W" then
                return (H(i) + L(i)+2*C(i))/4
    else 
        return C(i)
    end
end
 
function Init()
    return 1
end
 
function OnCalculate(index)
    
    n = getNumCandles (Settings.tag)
    
    t,n,s = getCandlesByIndex(Settings.tag,0,n-Settings.period,Settings.period)
    
    function dMas(i,param)
    
        local v = param or "C"
    
        if         v == "O" then 
                    return t[i].open
        elseif     v == "H" then
                    return t[i].high
        elseif     v == "L" then
                    return t[i].low
        elseif     v == "C" then
                    return t[i].close --говорит, что = nil 
        elseif     v == "M" then
                    return (t[i].high + t[i].low)/2
        elseif     v == "T" then
                    return (t[i].high + t[i].low+t[i].close)/3
        elseif     v == "W" then
                    return (t[i].high + t[i].low+t[i].close*2)/4
        else 
            return t[i].close
        end
    end
    if index < Settings.period then
        return nil
    else
        local xy = 0
        local x = 0
        local y = 0
        local x2 = 0
        local y2 = 0
        
        for i = index-Settings.period+1, index do
            
            xy = xy + dValue(i, Settings.value_type) * dMas(i, Settings.value_type)
            
        end
        
        for i = index-Settings.period+1, index do
            
            x = x + dValue(i, Settings.value_type)            
        end
        
        for i = index-Settings.period+1, index do
            
            y = y + dMas(i, Settings.value_type) 
            
        end
        
        for i = index-Settings.period+1, index do
            
            x2 = x2 + dValue(i, Settings.value_type)*dValue(i, Settings.value_type)
            
        end
        
        for i = index-Settings.period+1, index do
            
            y2 = y2 + dMas(i, Settings.value_type)*dMas(i, Settings.value_type)
            
        end
        
        r =(Settings.period*xy-x*y)/math.sqrt ((Settings.period*x2-x*x)*(Settings.period*y2-y*y))
        
        return r
    end
end